CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9765 |
0.9741 |
-0.0024 |
-0.2% |
0.9955 |
| High |
0.9772 |
0.9750 |
-0.0022 |
-0.2% |
0.9980 |
| Low |
0.9689 |
0.9688 |
-0.0001 |
0.0% |
0.9755 |
| Close |
0.9729 |
0.9700 |
-0.0029 |
-0.3% |
0.9764 |
| Range |
0.0083 |
0.0062 |
-0.0021 |
-25.3% |
0.0225 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
240 |
747 |
507 |
211.3% |
2,631 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9899 |
0.9861 |
0.9734 |
|
| R3 |
0.9837 |
0.9799 |
0.9717 |
|
| R2 |
0.9775 |
0.9775 |
0.9711 |
|
| R1 |
0.9737 |
0.9737 |
0.9706 |
0.9725 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9707 |
| S1 |
0.9675 |
0.9675 |
0.9694 |
0.9663 |
| S2 |
0.9651 |
0.9651 |
0.9689 |
|
| S3 |
0.9589 |
0.9613 |
0.9683 |
|
| S4 |
0.9527 |
0.9551 |
0.9666 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0361 |
0.9888 |
|
| R3 |
1.0283 |
1.0136 |
0.9826 |
|
| R2 |
1.0058 |
1.0058 |
0.9805 |
|
| R1 |
0.9911 |
0.9911 |
0.9785 |
0.9872 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9814 |
| S1 |
0.9686 |
0.9686 |
0.9743 |
0.9647 |
| S2 |
0.9608 |
0.9608 |
0.9723 |
|
| S3 |
0.9383 |
0.9461 |
0.9702 |
|
| S4 |
0.9158 |
0.9236 |
0.9640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9836 |
0.9688 |
0.0148 |
1.5% |
0.0075 |
0.8% |
8% |
False |
True |
682 |
| 10 |
1.0015 |
0.9688 |
0.0327 |
3.4% |
0.0079 |
0.8% |
4% |
False |
True |
515 |
| 20 |
1.0168 |
0.9688 |
0.0480 |
4.9% |
0.0071 |
0.7% |
3% |
False |
True |
385 |
| 40 |
1.0168 |
0.9688 |
0.0480 |
4.9% |
0.0066 |
0.7% |
3% |
False |
True |
321 |
| 60 |
1.0168 |
0.9688 |
0.0480 |
4.9% |
0.0061 |
0.6% |
3% |
False |
True |
248 |
| 80 |
1.0168 |
0.9688 |
0.0480 |
4.9% |
0.0053 |
0.5% |
3% |
False |
True |
200 |
| 100 |
1.0168 |
0.9686 |
0.0482 |
5.0% |
0.0047 |
0.5% |
3% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9912 |
|
1.618 |
0.9850 |
|
1.000 |
0.9812 |
|
0.618 |
0.9788 |
|
HIGH |
0.9750 |
|
0.618 |
0.9726 |
|
0.500 |
0.9719 |
|
0.382 |
0.9712 |
|
LOW |
0.9688 |
|
0.618 |
0.9650 |
|
1.000 |
0.9626 |
|
1.618 |
0.9588 |
|
2.618 |
0.9526 |
|
4.250 |
0.9425 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9719 |
0.9754 |
| PP |
0.9713 |
0.9736 |
| S1 |
0.9706 |
0.9718 |
|